Painlevé XXXIV Asymptotics of Orthogonal Polynomials for the Gaussian Weight with a Jump at the Edge

We study the uniform asymptotics of the polynomials orthogonal with respect to analytic weights with jump discontinuities on the real axis, and the influence of the discontinuities on the asymptotic behavior of the recurrence coefficients. The Riemann–Hilbert approach, also termed the Deift–Zhou steepest descent method, is used to derive the asymptotic results. We take as an example the perturbed Gaussian weight , where θ(x) takes the value of 1 for x < 0 , and a nonnegative complex constant ω elsewhere, and as . That is, the jump occurs at the edge of the support of the equilibrium measure. The derivation is carried out in the sense of a double scaling limit, namely, and . A crucial local parametrix at the edge point where the jump occurs is constructed out of a special solution of the Painlevé XXXIV equation. As a main result, we prove asymptotic formulas of the recurrence coefficients in terms of a special Painlevé XXXIV transcendent under the double scaling limit. The special thirty‐fourth Painlevé transcendent is shown free of poles on the real axis. A consistency check is made with the reduced case when ω= 1 , namely the Gaussian weight: the polynomials in this case are the classical Hermite polynomials. A comparison is also made of the asymptotic results for the recurrence coefficients between the case when the jump happens at the edge and the case with jump inside the support of the equilibrium measure. The comparison provides a formal asymptotic approximation of the Painlevé XXXIV transcendent at positive infinity.     

Painlevé VI and the Unitary Jacobi Ensembles

The six Painlevé transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well‐known examples among which include symmetry reduction of the Ernst equation which arises from stationary axial symmetric Einstein manifold and the spin‐spin correlation functions of the two‐dimensional Ising model in the work of McCoy, Tracy, and Wu. The problem we study in this paper originates from random matrix theory, namely, the smallest eigenvalues distribution of the finite n Jacobi unitary ensembles which was first investigated by Tracy and Widom. This is equivalent to the computation of the probability that the spectrum is free of eigenvalues on the interval . Such ensembles also appears in multivariate statistics known as the double‐Wishart distribution. We consider a more general model where the Jacobi weight is perturbed by a discontinuous factor and study the associated finite Hankel determinant. It is shown that the logarithmic derivative of Hankel determinant satisfies a particular σ‐form of Painlevé VI, which holds for the gap probability as well. We also compute exactly the leading term of the gap probability as .     

On One-Parameter Families of Painlevé III

Albrecht, Mansfield, and Milne developed a direct method with which one can calculate special integrals of polynomial type (also known as one-parameter family conditions, Darboux polynomials, eigenpolynomials, or algebraic invariant curves) for nonlinear ordinary differential equations of polynomial type. We apply this method to the third Painlevé equation and prove that for the generic case, the set of known one-parameter family conditions is complete.     

Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight

This paper studies the Hankel determinants generated by a discontinuous Gaussian weight with one and two jumps. It is an extension in a previous study, in which they studied the discontinuous Gaussian weight with a single jump. By using the ladder operator approach, we obtain a series of difference and differential equations to describe the Hankel determinant for the single jump case. These equations include the Chazy II equation, continuous and discrete Painlevé IV. In addition, we consider the large n behavior of the corresponding orthogonal polynomials and prove that they satisfy the biconfluent Heun equation. We also consider the jump at the edge under a double scaling, from which a Painlevé XXXIV appeared. Furthermore, we study the Gaussian weight with two jumps and show that a quantity related to the Hankel determinant satisfies a two variables' generalization of the Jimbo‐Miwa‐Okamoto σ‐form of the Painlevé IV.     

Asymptotics of Discrete Painlevé V transcendents via the Riemann–Hilbert Approach

We study a system of discrete Painlevé V equations via the Riemann–Hilbert approach. We begin with an isomonodromy problem for dPV, which admits a discrete Riemann–Hilbert problem formulation. The asymptotics of the discrete Riemann–Hilbert problem is derived via the nonlinear steepest descent method of Deift and Zhou. In the analysis, a parametrix is constructed in terms of specific Painlevé V transcendents. As a result, the asymptotics of the dPV transcendents are represented in terms of the PV transcendents. In the special case, our result confirms a conjecture of Borodin, that the difference Schlesinger equations converge to the differential Schlesinger equations at the solution level.     

The Painlevé-Kowalevski and Poly-Painlevé Tests for Integrability

The characteristic feature of the so-called Painlevé test for integrability of an ordinary (or partial) analytic differential equation, as usually carried out, is to determine whether all its solutions are single-valued by local analysis near individual singular points of solutions. This test, interpreted flexibly, has been quite successful in spite of various evident flaws. We review the Painleve test in detail and then propose a more robust and generally more appropriate definition of integrability: a multivalued function is accepted as an integral if its possible values (at any given point in phase space) are not dense. This definition is illustrated and justified by examples, and a widely applicable method (the poly-Painlevé method) of testing for it is presented, based on asymptotic analysis covering several singularities simultaneously.     

Rational Solutions of Painlevé Equations

With Bäcklund transformations, we construct explicit solutions of Painlevé equations 2 and 4. Independently, we find solutions of degenerate cases of equations 3 and 5. The six Painlevé transcendents are referred to as 1–6.     

Bäcklund transformations for higher order Painlevé equations

We present a new generalized algorithm which allows the construction of Bäcklund transformations (BTs) for higher order ordinary differential equations (ODEs). This algorithm is based on the idea of seeking transformations that preserve the Painlevé property, and is applied here to ODEs of various orders in order to recover, amongst others, their auto-BTs. Of the ODEs considered here, one is seen to be of particular interest because it allows us to show that auto-BTs can be obtained in various ways, i.e. not only by using the severest of the possible restrictions of our algorithm.     

重尾索赔下带干扰更新模型的破产理论

研究了带干扰的更新风险模型,得到了重尾索赔下罚金折现期望函数的渐近表达式.     

The Painlevé Property and Hirota's Method

The connection between the Painlevé property for partial differential equations, proposed by Weiss, Tabor, and Carnevale, and Hirota's method for calculating N-soliton solutions is investigated for a variety of equations including the nonlinear Schrödinger and mKdV equations. Those equations which do not possess the Painlevé property are easily seen not to have self-truncating Hirota expansions. The Bäcklund transformations derived from the Painlevé analysis and those determined by Hirota's method are shown to be directly related. This provides a simple route for demonstrating the connection between the singular manifolds used in the Painlevé analysis and the eigenfunctions of the AKNS inverse scattering transform.     

Quicksilver Solutions of a q‐Difference First Painlevé Equation

In this paper, we present new, unstable solutions, which we call quicksilver solutions, of a q‐difference Painlevé equation in the limit as the independent variable approaches infinity. The specific equation we consider in this paper is a discrete version of the first Painlevé equation (qP_I), whose phase space (space of initial values) is a rational surface of type . We describe four families of almost stationary behaviors, but focus on the most complicated case, which is the vanishing solution. We derive this solution's formal power series expansion, describe the growth of its coefficients, and show that, while the series is divergent, there exist true analytic solutions asymptotic to such a series in a certain q‐domain. The method, while demonstrated for qP_I, is also applicable to other q‐difference Painlevé equations.     

Eigenvalue Asymptotics for Locally Perturbed Second-Order Differential Operators

We consider the appearance of discrete spectrum in spectralgaps of magnetic Schrödinger operators with electric backgroundfield under strong, localised perturbations. We show that forcompactly supported perturbations the asymptotics of the countingfunction of the occurring eigenvalues in the limit of a strongperturbation does not depend on the magnetic field nor on thebackground field.     

Strong Asymptotics of Planar Orthogonal Polynomials: Gaussian Weight Perturbed by Finite Number of Point Charges

We consider the orthogonal polynomial pn(z) with respect to the planar measure supported on the whole complex plane $${\mathrm{e}}^{-N|z{|}^2}\prod _{j=1}^{\nu }|z-a_j{|}^{2c_j}\mathrm{d}A(z)$$ where dA is the Lebesgue measure of the plane, N is a positive constant, {c₁, …, c_ν} are nonzero real numbers greater than −1 and $\{a_1,\text{…},a_{\nu }\}\subset \mathbb{D}\setminus \{0\}$ are distinct points inside the unit disk. In the scaling limit when n/N = 1 and n → ∞ we obtain the strong asymptotics of the polynomial p_n(z). We show that the support of the roots converges to what we call the “multiple Szegő curve,” a certain connected curve having ν + 1 components in its complement. We apply the nonlinear steepest descent method [9,10] on the matrix Riemann-Hilbert problem of size (ν + 1) × (ν + 1) posed in [22]. © 2023 Wiley Periodicals, LLC.     

Third Hankel Determinants for Subclasses of Univalent Functions

The main aim of this paper is to discuss the third Hankel determinants for three classes: \(S^*\) of starlike functions, \(\mathcal {K}\) of convex functions and \(\mathcal {R}\) of functions whose derivative has a positive real part. Moreover, the sharp results for twofold and threefold symmetric functions from these classes are obtained.     

Asymptotics of Eigenvalues for a Class of Jacobi Matrices with Limiting Point Spectrum

In this paper, we study a class of Jacobi matrices with very rapidly decreasing weights. It is shown that the Weyl function (the matrix element of the resolvent of the operator) for the class under study can be expressed as the ratio of two entire transcendental functions of order zero. It is shown that the coefficients in the expansion of these functions in Taylor series are proportional to the generating functions of the number of integral solutions defined by certain Diophantine equations. An asymptotic estimate for the eigenvalues is obtained.     

The numerical solution of the second Painlevé equation

The Painlevé equations were discovered by Painlevé, Gambier and their colleagues during studying a nonlinear second‐order ordinary differential equation. The six equations which bear Painlevé's name are irreducible in the sense that their general solutions cannot be expressed in terms of known functions. Painlevé has derived these equations on the sole requirement that their solutions should be free from movable singularities. Many situations in mathematical physics reduce ultimately to Painlevé equations: applications including statistical mechanics, plasma physics, nonlinear waves, quantum gravity, quantum field theory, general relativity, nonlinear optics, and fiber optics. This fact has caused a significant interest to the study of these equations in recent years. In this study, the solution of the second Painlevé equation is investigated by means of Adomian decomposition method, homotopy perturbation method, and Legendre tau method. Then a numerical evaluation and comparison with the results obtained by the method of continuous analytic continuation are included. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

On Airy Solutions of the Second Painlevé Equation

In this paper, we discuss Airy solutions of the second Painlevé equation (P_II) and two related equations, the Painlevé XXXIV equation () and the Jimbo–Miwa–Okamoto σ form of P_II (S_II), are discussed. It is shown that solutions that depend only on the Airy function have a completely different structure to those that involve a linear combination of the Airy functions and . For all three equations, the special solutions that depend only on are tronquée solutions, i.e., they have no poles in a sector of the complex plane. Further, for both and S_II, it is shown that among these tronquée solutions there is a family of solutions that have no poles on the real axis.     

Quasi-Stationary Asymptotics for Perturbed Semi-Markov Processes in Discrete Time

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in addition, one absorbing state. Our main object of interest is the asymptotic behavior of the joint probabilities of the position of the semi-Markov process and the event of non-absorption as time tends to infinity and the perturbation parameter tends to zero. The main result gives exponential expansions of these probabilities together with a recursive algorithm for computing the coefficients in the expansions. An application to perturbed epidemic SIS models is discussed.